Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RCN Retirement Plan Tactical Asset Allocation Moderate | NA | 11.18% | 0.49% | 7.18% | 8.16% | 7.69% | 9.02% | 8.37% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RCN Retirement Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.32 | 11.18 | 0.49 | 7.18 | 8.16 | 7.69 | 9.02 | 8.37 | NA | -2.18 | 11.96 | -13.01 | 12.28 | 20.94 | 23.25 | 17.17 | 14.30 | 3.23 | -5.40 | 0.77 | 9.90 | 5.04 | 1.01 | 11.87 | 29.06 | -10.48 | 18.83 | 20.94 | 13.49 | 11.99 | 13.92 | -9.39 | 2.31 |
| Sharpe Ratio | NA | -0.80 | -0.53 | 0.32 | 0.70 | NA | NA | 0.78 | 0.03 | -0.93 | 0.99 | -1.54 | 1.21 | 2.41 | 2.25 | 1.60 | 2.75 | 0.53 | -0.80 | 0.14 | 1.39 | 0.83 | 0.10 | 0.88 | 2.57 | -1.40 | 1.28 | 1.91 | 1.64 | 1.32 | 2.71 | -1.84 | 0.01 |
| Standard Deviation(%) | NA | 9.41 | 8.89 | 9.14 | 8.45 | NA | NA | 8.42 | 12.07 | 9.41 | 7.78 | 9.36 | 10.14 | 8.61 | 9.69 | 9.93 | 4.98 | 5.73 | 6.79 | 5.30 | 7.08 | 5.99 | 9.40 | 13.34 | 11.25 | 8.14 | 12.34 | 9.24 | 6.91 | 8.35 | 4.88 | 5.71 | 0.05 |
| Draw Down(%) | NA | 7.43 | 11.92 | 13.99 | 13.99 | NA | NA | 15.59 | 1.00 | 7.43 | 6.43 | 13.99 | 5.64 | 4.23 | 0.00 | 5.63 | 2.70 | 5.23 | 10.45 | 7.04 | 7.25 | 5.83 | 8.42 | 9.12 | 5.36 | 13.32 | 10.92 | 11.30 | 5.45 | 10.56 | 3.99 | 10.11 | 0.00 |
| Yield(%) | NA | 3.76 | 4.50 | 8.79 | 8.34 | NA | NA | 5.77 | NA | 0.61 | 3.66 | 2.75 | 6.96 | 12.88 | 23.25 | 18.14 | 1.16 | 3.08 | 5.93 | 5.20 | 3.05 | 3.71 | 2.64 | 2.83 | 3.84 | 2.97 | 8.69 | 9.51 | 3.80 | 2.42 | 2.36 | 0.87 | 2.31 |
Data as of 10/31/2024, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RCN Retirement Plan Tactical Asset Allocation Moderate |
-1.60%
Dec 2021 - Dec 2024 |
0.72%
Apr 2011 - Apr 2016 |
5.00%
Oct 2007 - Oct 2017 |
6.91%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RCN Retirement Plan Tactical Asset Allocation Moderate |
22.63%
May 2018 - May 2021 |
17.52%
Dec 2016 - Dec 2021 |
11.53%
Apr 2003 - Apr 2013 |
10.29%
Jun 2005 - Jun 2020 |
Annualized Rolling Returns Comparison Chart